The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model

A. P. Dunmur and D. M. Titterington

Statistics & Probability Letters, 1998, vol. 40, issue 1, 67-73

Abstract: The Baum-Welch (EM) algorithm is a familiar tool for calculation of the maximum likelihood estimate of the parameters in hidden Markov chain models. For the particular case of a binary Markov chain corrupted by binary channel noise a detailed study is carried out of the influence that the initial conditions impose on the results produced by the algorithm.

Keywords: Baum-Welch; algorithm; Binary; Markov; chain; EM; algorithm; Initial; conditions (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (3)

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